I recommend replacing them, mine were FUNK NASTY when I did them at 30k. Then again, Texas is a little dusty (not the desolate wasteland everyone thinks it is, though) but I would offer this advice: replace your A/C filters when you would replace your regular one.
The filters are pretty easy to replace. You have to remove the glove box (several screws) and a brace, cut some plastic with some sidecutters, then swap them. Whole process takes about 1/2 hour, you can probably figure it out w/o the manual.
Don't have the dealer do it. Get someone with a Helms to copy the procedure for you and do it yourself. I think the filters cost me a grand total of $30.